+90.1%
FTNT vs CHRW
+60.9%
+29.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.9% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -33.6% | -4.3% | -29.3% | -33.0% |
| 3M | -20.9% | -7.4% | -13.5% | -19.8% |
| 6M | +11.0% | -20.7% | +31.7% | +15.1% |
| YTD | +61.3% | -15.9% | +77.2% | +64.1% |
| 1Y | +53.1% | -9.9% | +63.0% | +53.3% |
| 3Y | +152.1% | +79.0% | +73.1% | +103.5% |
| 5Y | +90.1% | +61.3% | +28.8% | +52.5% |
| All | +90.1% | +60.9% | +29.2% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling